Random matrices: The Four Moment Theorem for Wigner ensembles

2011/12/08 by Tao, Terence, Vu, Van · 1 citation
#15A52 #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1112.1976

Abstract

We survey some recent progress on rigorously establishing the universality of various spectral statistics of Wigner random matrix ensembles, focusing in particular on the Four Moment Theorem and its applications.

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